+147.1%
AMAT vs CRL
-12.1%
+159.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -17.0% | +11.9% | -29.0% | -20.3% |
| 3M | -30.6% | +20.2% | -50.8% | -35.3% |
| 6M | -14.9% | +107.5% | -122.5% | -36.5% |
| YTD | +44.7% | +69.4% | -24.7% | +15.3% |
| 1Y | +66.9% | +99.7% | -32.8% | +24.3% |
| 3Y | +153.3% | +98.8% | +54.5% | +74.6% |
| All | +147.1% | -12.1% | +159.2% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling